CME Australian Dollar Future March 2022
| Trading Metrics calculated at close of trading on 24-Feb-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Feb-2022 |
24-Feb-2022 |
Change |
Change % |
Previous Week |
| Open |
0.7220 |
0.7230 |
0.0010 |
0.1% |
0.7132 |
| High |
0.7285 |
0.7234 |
-0.0052 |
-0.7% |
0.7229 |
| Low |
0.7219 |
0.7096 |
-0.0124 |
-1.7% |
0.7087 |
| Close |
0.7236 |
0.7159 |
-0.0077 |
-1.1% |
0.7187 |
| Range |
0.0066 |
0.0138 |
0.0072 |
109.1% |
0.0142 |
| ATR |
0.0069 |
0.0074 |
0.0005 |
7.5% |
0.0000 |
| Volume |
85,384 |
164,117 |
78,733 |
92.2% |
460,939 |
|
| Daily Pivots for day following 24-Feb-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7577 |
0.7506 |
0.7235 |
|
| R3 |
0.7439 |
0.7368 |
0.7197 |
|
| R2 |
0.7301 |
0.7301 |
0.7184 |
|
| R1 |
0.7230 |
0.7230 |
0.7172 |
0.7196 |
| PP |
0.7163 |
0.7163 |
0.7163 |
0.7146 |
| S1 |
0.7092 |
0.7092 |
0.7146 |
0.7058 |
| S2 |
0.7025 |
0.7025 |
0.7134 |
|
| S3 |
0.6887 |
0.6954 |
0.7121 |
|
| S4 |
0.6749 |
0.6816 |
0.7083 |
|
|
| Weekly Pivots for week ending 18-Feb-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7592 |
0.7531 |
0.7264 |
|
| R3 |
0.7450 |
0.7389 |
0.7225 |
|
| R2 |
0.7309 |
0.7309 |
0.7212 |
|
| R1 |
0.7248 |
0.7248 |
0.7199 |
0.7278 |
| PP |
0.7167 |
0.7167 |
0.7167 |
0.7183 |
| S1 |
0.7106 |
0.7106 |
0.7174 |
0.7137 |
| S2 |
0.7026 |
0.7026 |
0.7161 |
|
| S3 |
0.6884 |
0.6965 |
0.7148 |
|
| S4 |
0.6743 |
0.6823 |
0.7109 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.7285 |
0.7096 |
0.0190 |
2.6% |
0.0080 |
1.1% |
34% |
False |
True |
118,482 |
| 10 |
0.7285 |
0.7087 |
0.0198 |
2.8% |
0.0076 |
1.1% |
36% |
False |
False |
113,620 |
| 20 |
0.7285 |
0.6968 |
0.0317 |
4.4% |
0.0074 |
1.0% |
60% |
False |
False |
103,001 |
| 40 |
0.7316 |
0.6968 |
0.0348 |
4.9% |
0.0070 |
1.0% |
55% |
False |
False |
90,447 |
| 60 |
0.7316 |
0.6968 |
0.0348 |
4.9% |
0.0068 |
1.0% |
55% |
False |
False |
78,819 |
| 80 |
0.7534 |
0.6968 |
0.0566 |
7.9% |
0.0065 |
0.9% |
34% |
False |
False |
59,219 |
| 100 |
0.7553 |
0.6968 |
0.0585 |
8.2% |
0.0060 |
0.8% |
33% |
False |
False |
47,391 |
| 120 |
0.7553 |
0.6968 |
0.0585 |
8.2% |
0.0061 |
0.9% |
33% |
False |
False |
39,498 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7820 |
|
2.618 |
0.7595 |
|
1.618 |
0.7457 |
|
1.000 |
0.7372 |
|
0.618 |
0.7319 |
|
HIGH |
0.7234 |
|
0.618 |
0.7181 |
|
0.500 |
0.7165 |
|
0.382 |
0.7148 |
|
LOW |
0.7096 |
|
0.618 |
0.7010 |
|
1.000 |
0.6958 |
|
1.618 |
0.6872 |
|
2.618 |
0.6734 |
|
4.250 |
0.6509 |
|
|
| Fisher Pivots for day following 24-Feb-2022 |
| Pivot |
1 day |
3 day |
| R1 |
0.7165 |
0.7190 |
| PP |
0.7163 |
0.7180 |
| S1 |
0.7161 |
0.7169 |
|